It comes as the total number of confirmed infections in the six-member (Persian) Gulf Cooperation Council (PGCC) stood at 965.
The deceased woman was a 65-year-old Bahraini citizen who had underlying health conditions, the health ministry said on Twitter, Reuters reported.
Bahrain has reported 214 cases of the disease so far.
The new virus, a respiratory disease known as COVID-19, emerged in the central Chinese city of Wuhan in Hubei Province late last year. It has killed nearly 5,800 people globally, and infected over 153,000 others, according to the World Health Organization.